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6 Commits

Author SHA1 Message Date
joseph.lizier 030a172d82 Patched covariance calculation, added utils, patched analytic computation of distribution of MI with linear Gaussians, altered comments 2013-01-08 05:37:48 +00:00
joseph.lizier 07ce2d0e24 Added determinant computation via Cholesky decomposition for symmetric matrices (more efficient) 
Utilising determinant computation via Cholesky decomposition in Gaussian entropy and MI calculators

Allowed ChannelCalculatorCommon.finaliseObservations() to throw Exceptions so that child classes can do so (in particular Gaussian MI needs to do so if it finds the variables are linearly dependent)
 2012-08-17 07:28:50 +00:00
joseph.lizier 8129dbee7b Updating javadoc comments in the code, a. to make them more explicit regarding the transfer entropy calculators, and specifically b. to show that addObservations does not append observation time series. 2012-08-08 05:33:13 +00:00
joseph.lizier d19045014a Adding extra matrix utility functions to allow multivariate normal PDF to be calculated (including Cholesky decomposition, inversion of symmetric matrices), extra matrix multiplcation routines, etc. 
Added routines in MathsUtils for uni- and multi-variate normal PDF and CDF (univariate only).

Implemented local MI for Gaussian MI. Pulled many routines into the MutualInfoMultiVariateCommon
 2012-08-06 07:44:23 +00:00
joseph.lizier 9a86ee8152 Added classes for joint entropy and multivariate mutual information calculation with gaussian assumption. 
Restructured MeasurementDistribution to have child classes EmpiricalMeasurementDistribution and AnalyticMeasurementDistribution - this resulted in many classes being altered.

Added ChiSquare distribution methods to MathsUtils.

Added more covariance methods to MatrixUtils.
 2012-08-01 07:26:18 +00:00
joseph.lizier 56d868ca00 Uploading whole of Java Information Dynamics toolkit for the first time. 2012-05-08 00:18:37 +00:00